-72.8%
NCLH vs TXG
+27.0%
-99.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +0.6% |
| 7D | -4.8% | +9.5% | -14.3% | -7.7% |
| 30D | -21.7% | +18.8% | -40.4% | -26.4% |
| 3M | -22.2% | +136.1% | -158.4% | -43.3% |
| 6M | -27.5% | +235.2% | -262.8% | -53.4% |
| YTD | -33.6% | +320.5% | -354.1% | -61.0% |
| 1Y | -45.0% | +425.2% | -470.2% | -70.9% |
| 3Y | -11.0% | +42.9% | -53.9% | -33.1% |
| 5Y | -39.7% | -62.8% | +23.1% | -40.2% |
| All | -72.8% | +27.0% | -99.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling